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Category
Strategy Elements
Description
Specifies that split factors in this strategy's data represent dividend adjustments rather than share count changes and should be ignored when generating orders
Choices
False - orders use normal split adjustment (default)
True - order quantities are never split-adjusted
Notes
Data imported with a dividend-adjusted close and no separate dividend amounts (for example a CSV import with an AdjClose field, as is typical for European stock data) causes each dividend to appear as a small price adjustment factor. RealTest cannot distinguish these from actual splits, so order generation would otherwise scale exit order quantities by them and report them in the splits CSV, creating discrepancies with the positions actually held at the broker.
When OrdersIgnoreSplits: True is specified, exit order quantities always match the position as entered, the strategy's positions are never included in the splits CSV that accompanies CSV order lists, and imported TradeList prices and quantities are used as-is.
Order prices are not affected, since a dividend does reduce the actual traded price on its ex-date.
If an ignored adjustment ratio differs from 1.0 by more than 5%, a warning is included in the generated orders output, since a ratio that large may indicate an actual split that will require manual position adjustments.
See also OrdersUseQtyIn, a Settings option which applies only to exit order quantities and affects all strategies.
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